Inception date : 4/11/23 - / Long Only
This strategy is a sophisticated blend of two distinct algorithms designed to navigate both bear and bull markets effectively:
The execution of this strategy is theoretical but comprehensively accounts for all associated execution costs, including both fees and slippage, to ensure accuracy in performance prediction:
Since February 17, 2024, the strategy has been implemented on the exchange platform Binance, and the execution on this platform aligns perfectly with the theoretical model previously described. This congruence underscores the strategy's robustness and its adaptability to live market conditions. Here are the key points of this execution on the exchange platform:
Here are year-by-year comparative performance charts for strategy ξ Ksi versus Bitcoin.
On the graph, performance is expressed in multiples (×2, ×3, etc.) of the starting stack set at 1 on January 1 of the year shown.
We also show total annual performance in %.
The scale used is logarithmic: this has the advantage of representing similar rises and falls in % with the same amplitude at any point in the chart's evolution. This makes it possible to compare and measure risks across the entire chart within a single year.
25.09%
40.41%
149.61%
154.49%
0.73%
-65.37%
8,974.77%
57.19%
322.13%
302.96%
4.85%
85.14%